I agree with Ruyji that you should finish the anime first, since it does explain things decently well. But keep in mind that this was a visual novel, and some things just make more sense when you look at the source material... especially visual novels...
Don't read ahead until you finished Little Busters, unless you want a major spoiler.
[spoiler=Little Busters]
Okay, so you noticed how Kyousuke was repeating an artificial world over and over again?
A visual novel, in case you didn't know, is a mostly text-based game. Most are known to have multiple paths with separate endings depending on what options you take throughout the story. Traditionally, this is combined with dating simulator elements, Where each ending the main character (In this case, Riki) ends up getting together with one of the female cast (Kud, Rin, etc.). The thing is, most people start a visual novel from scratch when they want to go through a new path.
In short, the 'joke' is that each time the player selects 'new game' Kyousuke resets time. When the player goes through all of the paths, the 'Refrain' path opens up to the player, which is where episode 6 of the second season of the anime starts.
The 'problem' with most visual novels being adapted into anime is that they tend to throw all the paths together into one story. This is true for Clannad, Kanon, Air, and several others. In cases like Clannad and Kanon, it works quite smoothly. But it kind of works against Little Busters because the idea of starting the same game over and over was part of a story, and you can't do that in an anime. So what we see is one streamlined story that supposedly got resetted multiple times, but we only see it happen once, while the Visual Novel showed us every time the world got resetted.
I hope that made things SOMEWHAT clear. Don't be afraid to tell me it wasn't because I admit I kind of suck at explaining things.